+1,080.6%
ROP vs XHB
+173.9%
+906.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.5% | -4.0% |
| 7D | -4.4% | -1.3% | -3.1% | -3.9% |
| 30D | +3.2% | -6.9% | +10.1% | +6.7% |
| 3M | +23.1% | -1.3% | +24.3% | +22.8% |
| 6M | +13.3% | -6.8% | +20.1% | +15.3% |
| YTD | -7.9% | +0.7% | -8.6% | -10.3% |
| 1Y | -22.1% | -11.2% | -10.8% | -19.5% |
| 3Y | -16.8% | +25.3% | -42.1% | -30.4% |
| 5Y | -13.5% | +37.3% | -50.8% | -32.7% |
| 10Y | +137.7% | +211.5% | -73.8% | +14.9% |
| All | +1,080.6% | +173.9% | +906.7% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling